EURO STOXX 50 derivatives The building block of Europe
STOXX

EURO STOXX 50 Index derivatives

The EURO STOXX® blue-chip indexes are diversified and efficient benchmarks designed to serve as underlyings for a wide range of financial products, such as Exchange Traded Funds (ETFs), derivatives, and structured products.

Simple and intelligently delivered

EURO STOXX 50® Index derivatives are ideally suited for hedging and enhancing the performance of equity portfolios on both on-exchange and OTC markets. Futures and options on the EURO STOXX 50® Index are the most actively traded EUR-denominated equity index derivatives at Eurex.

The EURO STOXX 50® Index comprises the 50 leading blue chip stocks in the Eurozone countries. The index weighting is based on a free-float market capitalization, with a maximum weighting of ten percent for each constituent. The free-float market capitalization of the EURO STOXX 50® Index accounts for approximately 60 percent of the capitalization of the entire Eurozone.

Benefit from reliable trading volumes, including the successful EURO STOXX 50® Index, which comprises the largest companies in the euro area.

EURO STOXX 50 Index derivatives: Traded Contracts and Open Interest (in Millions)

FESX

OESX

EURO STOXX 50 Options (OESX) liquidity provider scheme circular

Earn competitive order book incentives with the new OESX liquidity provider scheme, starting 1 July 2025.

New liquidity framework to enhance market quality on OESX

The new liquidity provider scheme for OESX will foster a more competitive order book environment across market phases.
  • Capital efficiencies
    Portfolio margining with other equity and index futures and options reduces margin requirements and collateral deposits. In addition, Eurex Clearing accepts the world’s largest spectrum of eligible collateral (over 75,000 products).
  • Transparency
    On-exchange trading offers immediate liquidity, price information, anonymous trading as well as a level playing field. Additionally, dedicated liquidity providers provide bid and offer prices. Daily independent settlement prices help buy-side clients evaluate their performance.
  • Liquidity
    Month-end expiration dates are important reference dates (e.g., evaluation purposes), making additional flow more visible for institutional investors. Development of order book products will highlight these flows. Globally acting equity index participants provide access to deep-order book liquidity. Furthermore, the execution of smaller trades will be possible. OESX MEEx makes trading more attractive.
  • Fully-automated
    Reduce errors through automated processing. Benefit from greater operational efficiency through automated settlement procedures.
     

Extensive and dynamic instrument scope

  • End users will benefit from liquidity across an expansive universe of instruments
  • The coverage will include all expiries of OESX i.e., weekly and monthly options within first two years and all strikes within a broad delta window
  • The new LP program will meet the needs of a broader range of market participants by providing a high-quality quoted surface in over 2,000 instruments

Improved efficiency and price discovery

  • The scheme shifts away from fixed requirement thresholds to focus on rewarding real liquidity provisioning performance
  • This approach encourages competitive advantages among liquidity providers
  • Spread improvements of at least 80 percent and size improvements of 250 percent or more, compared to current threshold requirement reward the maximum rebate, ensuring motivated and aggressive quoting across a wide set of options

Easier access to liquidity

  • LPs competing for passive execution will enable customers seeking visible liquidity to fully electronically execute with increased certainty in the order book
  • The consistent and permanent availability of the entire curve being quoted will not only support order book trading, but positively impact the entire market

  

Product Diff. to prev. day last Last price Contracts Time
FESX +1.47% 5,390.00 550,820 14:10:46
FSXE +1.40% 5,390.50 1,423 14:05:56
FESQ -0.58% 5,325.00 0 18:24:28
FEXF -0.64% 2,780.00 140 18:40:32
FSTX +0.65% 4,615.00 705 13:58:08

Contacts

Philipp Schultze
Equity & Index Sales EMEA

T +41-43-430-71 26

philipp.schultze@eurex.com

Tobias Ehinger
Equity & Index Product Design

T +49-69-211-1 23 13

tobias.ehinger@eurex.com

Contacts for OESX LP scheme

Eugen Mohr
Equity & Index Sales EMEA

T +1-312-544-10 84

eugen.mohr@eurex.com

Taras Markiv
Equity & Index Product Design

T +49-69-211-1 72 62

taras.markiv@eurex.com